Statistics of Price Movements of Amn Healthcare Services Inc (AMN)

The price movements of Amn Healthcare Services Inc (ticker AMN) are summarized in five ways:

• Table 1. Statistics of daily price changes using the closing prices
• Table 2. Statistics of daily price changes using the closing and opening prices
• Table 3 – 7. Statistics of daily price changes when AMN opened with an increase of 1%, 2%, 3%, 4%, or more than 5%
• Table 8 – 10. Statistics of stock price changes in the 20 days after AMN had a big price move
• Table 11. Statistics of daily price changes in the 20 days after AMN moved 5% with twice the 30-day average volume

The statistics are calculated using AMN's price data across 1,074 trading days from 2016 to 2020.

Table 1. Statistics of AMN one-day price changes

In this table, the one-day price change is calculated using the closing price and the previous day's closing price.

In the past 1,074 trading days, 50.6% of the time (543 days), AMN closed above the previous day's closing price. 44.4% of the time (476 days), it closed below the previous day's closing price. 5.0% of the time (54 days), it did not change.

Also see: VIX price movement study.

AMN Price Change (%)	Number of Days	% of Total Sessions
15 – 16%	1	0.09%
14 – 15%	1	0.09%
13 – 14%	1	0.09%
10 – 11%	2	0.19%
9 – 10%	4	0.37%
8 – 9%	1	0.09%
7 – 8%	2	0.19%
6 – 7%	5	0.47%
5 – 6%	12	1.12%
4 – 5%	14	1.30%
3 – 4%	37	3.45%
2 – 3%	83	7.74%
1 – 2%	134	12.49%
0 – 1%	246	22.93%
0%	54	5.03%
0 – -1%	224	20.88%
-1 – -2%	124	11.56%
-2 – -3%	57	5.31%
-3 – -4%	31	2.89%
-4 – -5%	15	1.40%
-5 – -6%	9	0.84%
-6 – -7%	1	0.09%
-7 – -8%	2	0.19%
-8 – -9%	2	0.19%
-9 – -10%	1	0.09%
-10 – -11%	4	0.37%
-11 – -12%	1	0.09%
-12 – -13%	1	0.09%
-14 – -15%	2	0.19%
-16 – -17%	1	0.09%
-19 – -20%	1	0.09%

Table 2. Statistics of AMN: Closing vs. Open

In this table, instead of using the closing price of the previous day, the opening price is used to calculate the one-day price change of AMN.

50.1% of the time (538 days), AMN closed above the opening price. 45.3% of the time (486 days), it closed below the opening price. 4.7% of the time (50 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
13 – 14%	1	0.09%
12 – 13%	1	0.09%
10 – 11%	1	0.09%
9 – 10%	2	0.19%
8 – 9%	1	0.09%
7 – 8%	4	0.37%
6 – 7%	4	0.37%
5 – 6%	8	0.74%
4 – 5%	19	1.77%
3 – 4%	40	3.72%
2 – 3%	64	5.96%
1 – 2%	140	13.04%
0 – 1%	253	23.56%
0%	50	4.66%
0 – -1%	242	22.53%
-1 – -2%	124	11.55%
-2 – -3%	60	5.59%
-3 – -4%	24	2.23%
-4 – -5%	18	1.68%
-5 – -6%	7	0.65%
-6 – -7%	3	0.28%
-7 – -8%	1	0.09%
-8 – -9%	2	0.19%
-9 – -10%	1	0.09%
-10 – -11%	1	0.09%
-12 – -13%	2	0.19%
-16 – -17%	1	0.09%

Table 3. One-day performance when AMN opened 5% higher than previous close

In the past 1,074 trading days, AMN opened more than 5% higher than the previous day's closing price 3 times. Of these days, 33.3% (1 days) had closing prices above the opening price, and 66.7% (2 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	33.33%
-2 – -3%	1	33.33%
-6 – -7%	1	33.33%

Table 4. Closing vs. open when AMN opened 4–5% higher

On 3 days, AMN opened 4–5% higher than the previous day's closing price. Of these days, 0.0% (0 days) had closing prices above the opening price, and 100.0% (3 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
0 – -1%	1	33.33%
-2 – -3%	1	33.33%
-5 – -6%	1	33.33%

Table 5. Closing vs. open when AMN open 3 – 4% higher

5 times AMN opened 3 – 4% higher than the previous day's closing price. Among these days, 40.0% (2 days) closed above the opening price, 60.0% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	20.00%
4 – 5%	1	20.00%
0 – -1%	1	20.00%
-1 – -2%	2	40.00%

Table 6. Closing vs. open when AMN open 2 – 3% higher

14 times AMN opened 2 – 3% higher than the previous day's closing price. Among these days, 50.0% (7 days) closed above the opening price, 50.0% (7 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	7.14%
3 – 4%	1	7.14%
2 – 3%	3	21.43%
1 – 2%	1	7.14%
0 – 1%	1	7.14%
0 – -1%	1	7.14%
-1 – -2%	1	7.14%
-3 – -4%	1	7.14%
-4 – -5%	2	14.29%
-5 – -6%	1	7.14%
-12 – -13%	1	7.14%

Table 7. Closing vs. open when AMN open 1 – 2% higher

60 times AMN opened 1 – 2% higher than the previous day's closing price. Among these days, 53.3% (32 days) closed above the opening price, 46.7% (28 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
13 – 14%	1	1.67%
12 – 13%	1	1.67%
7 – 8%	2	3.33%
6 – 7%	1	1.67%
4 – 5%	2	3.33%
3 – 4%	2	3.33%
2 – 3%	6	10.00%
1 – 2%	6	10.00%
0 – 1%	11	18.33%
0 – -1%	13	21.67%
-1 – -2%	4	6.67%
-2 – -3%	4	6.67%
-3 – -4%	1	1.67%
-4 – -5%	2	3.33%
-5 – -6%	1	1.67%
-8 – -9%	1	1.67%
-9 – -10%	1	1.67%
-12 – -13%	1	1.67%

Table 8. Periods when AMN moved 15% or more

In this table, we track the price movements in the 20 days after AMN had a one-day price change of at least 15%.

Date	Price Change	Price Change after 15% Move
Days after:		1	4	7	10	13	16	19
20181101	15%	-.9	1.3	-.8	2.4	1.0	2.9	10.7
20200319	-16.9%	-7.9	-11.7	-23.2	-10.4	-14.3	-8.7	-16.4
20180504	-19.8%	3.9	6.3	8.4	12.4	8.3	5.6	8.9

Table 8a. AMN average price changes following a 15% up day

Of the 1,074 trading days from 2016 to 2020, there were 1 days in which AMN was up more than 15%. This table shows the average price changes over the 1 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	-.9	1.3	-.8	2.4	1.0	2.9	10.7

Table 8b. AMN average price changes following a 15% down day

Of the 1,074 trading days from 2016 to 2020, there were 2 days in which AMN was down more than -15%. This table shows the average price changes over the 2 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -15%	-2.0	-2.7	-7.4	1.0	-3.0	-1.5	-3.8

Table 9. Periods when AMN moved 10% or more

In this table, we track the price movements in the 20 days after AMN had a one-day price change of at least 10%.

Date	Price Change	Price Change after 10% Move
Days after:		1	4	7	10	13	16	19
20181101	15%	-.9	1.3	-.8	2.4	1.0	2.9	10.7
20200317	14%	2.1	-13.9	-33.1	-28.0	-27.7	-25.6	-25.3
20200313	13.5%	-5.5	-8.5	-8.9	-35.2	-21.9	-19.3	-16.5
20200331	10.4%	.7	4.0	7.6	4.2	-2.9	-15.7	-20.9
20200323	10.1%	-1.8	-30.1	-15.8	-13.0	-9.9	-12.8	-18.7
20200327	-10.1%	8.4	26.5	20.9	28.9	17.9	14.2	-3.9
20200421	-10.1%	-1.6	-7.7	-5.2	-13.1	-11.2	-24.2	-14.6
20161104	-10.4%	3.7	-2.2	7.4	12.6	13.2	12.0	12.5
20200326	-10.6%	-10.1	8.3	11.9	15.8	12.1	4.5	-9.3
20200325	-11.3%	-10.7	-3.9	-3.6	-.7	-.3	-10.0	-17.6
20200512	-12.2%	-5.9	6.0	14.3	16.2	11.2	12.9	24.8
20161109	-14.4%	7.8	18.4	24.2	24.7	23.4	24.0	31.4
20190215	-14.5%	.0	-4.3	-8.4	-11.5	-15.1	-16.2	-15.1
20200319	-16.9%	-7.9	-11.7	-23.2	-10.4	-14.3	-8.7	-16.4
20180504	-19.8%	3.9	6.3	8.4	12.4	8.3	5.6	8.9

Table 9a. AMN average price changes following a 10% up day

Of the 1,074 trading days from 2016 to 2020, there were 5 days in which AMN was up more than 10%. This table shows the average price changes over the 5 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-1.1	-9.5	-10.2	-13.9	-12.3	-14.1	-14.1

Table 9b. AMN average price changes following a 10% down day

Of the 1,074 trading days from 2016 to 2020, there were 10 days in which AMN was down more than -10%. This table shows the average price changes over the 10 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	-1.3	3.6	4.7	7.5	4.5	1.4	.1

Table 10. Periods when AMN moved 5% or more

In this table, we track the price movements in the 20 days after AMN had a one-day price change of at least 5%.

Date	Price Change	Price Change after 5% Move
Days after:		1	4	7	10	13	16	19
20181101	15%	-.9	1.3	-.8	2.4	1.0	2.9	10.7
20200317	14%	2.1	-13.9	-33.1	-28.0	-27.7	-25.6	-25.3
20200313	13.5%	-5.5	-8.5	-8.9	-35.2	-21.9	-19.3	-16.5
20200331	10.4%	.7	4.0	7.6	4.2	-2.9	-15.7	-20.9
20200323	10.1%	-1.8	-30.1	-15.8	-13.0	-9.9	-12.8	-18.7
20200721	9.6%	1.5	3.2	5.1	4.8	11.5	-.1	-1.3
20200518	9.4%	3.0	3.9	11.8	5.4	6.8	20.9	9.5
20200214	9.1%	.0	-5.4	-8.6	-6.3	-2.2	-8.3	-16.5
20200605	9%	1.2	-8.4	-5.4	-11.4	-9.5	-6.9	-11.5
20200330	8.4%	10.5	10.8	14.1	14.6	3.4	-5.3	-15.2
20161110	7.8%	3.6	11.4	15.3	15.7	16.7	14.5	23.6
20200514	7.4%	-4.1	12.1	9.0	13.8	10.2	22.1	23.3
20180410	6.6%	1.5	4.1	5.7	6.3	5.1	5.1	-14.7
20190807	6.4%	5.4	3.8	4.3	4.8	5.3	6.3	6.2
20201124	6.2%
20170928	6.1%	.6	-2.3	-6.5	-8.5	-7.7	-4.0	-5.1
20200807	6.1%	-5.3	-10.6	-13.2	-12.6	-9.9	-8.2	-6.7
20171129	5.9%	-1.3	-3.0	-1.4	-5.1	-3.7	-4.1	-4.0
20190108	5.9%	1.6	4.8	5.8	7.9	9.6	10.6	10.4
20200304	5.8%	-1.7	-10.0	-3.1	6.7	-10.1	-30.1	-24.8
20181128	5.6%	-.4	-6.3	-7.3	-7.8	-14.5	-16.4	-17.8
20200526	5.5%	2.0	-3.9	-2.6	10.3	-.1	-2.5	-3.4
20170927	5.4%	6.2	7.7	5.3	-1.3	-2.0	1.1	.2
20190808	5.4%	-1.9	-5.2	-.3	-.7	-1.8	3.1	.1
20200924	5.3%	2.6	4.6	5.5	12.7	15.7	19.9	18.2
20180806	5.2%	.4	2.7	2.4	3.5	4.5	6.4	5.9
20190604	5.2%	.6	2.3	2.1	4.0	3.2	3.4	6.0
20181226	5.1%	1.3	1.7	.4	6.5	9.8	10.9	13.1
20200715	5%	-1.0	10.6	13.6	16.6	15.2	16.2	12.3
20170323	-5.1%	-.3	3.8	1.9	2.6	2.5	3.9	4.5
20200810	-5.3%	-3.8	-5.8	-8.7	-4.0	-2.7	-2.5	-1.0
20200316	-5.4%	14.0	-10.9	-14.5	-25.7	-13.3	-17.1	-11.6
20200415	-5.4%	-4.9	-13.0	-22.1	-16.7	-25.2	-25.6	-29.9
20181204	-5.5%	.0	-2.6	-2.9	-10.5	-12.3	-7.8	-6.2
20170607	-5.6%	3.2	3.0	1.8	.6	4.7	9.7	9.5
20171009	-5.6%	-.9	-2.6	1.2	2.2	.0	3.3	-3.3
20200501	-5.8%	-3.7	-4.2	-9.7	-12.6	2.2	-.6	3.8
20200513	-5.9%	7.4	16.1	17.1	26.0	18.8	20.3	36.3
20200309	-6.2%	-4.0	3.4	13.8	-4.1	-25.4	-19.7	-19.5
20180802	-7.2%	-8.5	-2.9	-3.1	.3	2.0	.6	3.3
20200320	-7.8%	10.1	-14.4	-7.9	-7.6	-4.8	-4.4	-13.7
20201106	-8.2%	-1.1	-2.6	-2.2	-6.0	5.4	3.3	5.5
20180803	-8.4%	5.3	9.0	8.4	9.4	11.1	10.7	10.9
20200611	-9.2%	2.7	.2	-.7	.5	.3	-2.5	-5.7
20200327	-10.1%	8.4	26.5	20.9	28.9	17.9	14.2	-3.9
20200421	-10.1%	-1.6	-7.7	-5.2	-13.1	-11.2	-24.2	-14.6
20161104	-10.4%	3.7	-2.2	7.4	12.6	13.2	12.0	12.5
20200326	-10.6%	-10.1	8.3	11.9	15.8	12.1	4.5	-9.3
20200325	-11.3%	-10.7	-3.9	-3.6	-.7	-.3	-10.0	-17.6
20200512	-12.2%	-5.9	6.0	14.3	16.2	11.2	12.9	24.8
20161109	-14.4%	7.8	18.4	24.2	24.7	23.4	24.0	31.4
20190215	-14.5%	.0	-4.3	-8.4	-11.5	-15.1	-16.2	-15.1
20200319	-16.9%	-7.9	-11.7	-23.2	-10.4	-14.3	-8.7	-16.4
20180504	-19.8%	3.9	6.3	8.4	12.4	8.3	5.6	8.9

Table 10a. AMN average price changes following a 5% up day

Of the 1,074 trading days from 2016 to 2020, there were 29 days in which AMN was up more than 5%. This table shows the average price changes over the 29 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	.7	-.7	.1	.5	-.1	-.6	-2.2

Table 10b. AMN average price changes following a 5% down day

Of the 1,074 trading days from 2016 to 2020, there were 25 days in which AMN was down more than -5%. This table shows the average price changes over the 25 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.1	.5	.8	1.2	.3	-.6	-.7

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Also see: VIX price movement study.